There are a few basic considerations in planning a date with a girl :

how cheap it is 
how much fun you can have 
how much you can learn about her 
how much fun she has 
Movies are too traditional and there is no opportunity to learn about one another. A dinner date can be extremely boring if you are with the wrong person and you probably don't feel like wasting a lot of money on some girl you aren't even sure you like yet. It's also important that they two of you have a good time together, right?

So what's the first date that makes you unique, practically guarantees that the two of you will have a good time together and doesn't cost an arm and a leg?

A 'LIVE' Comedy Show...

Admission will be around $20. That's cheap to most people. Even if your date ends up being a mind-numbing, uptight tree-hugger you will have a great time. On the other hand, if she's your kind of woman she will be having the time of her life as well. And you know what they say about positive association.

To top it all off you will learn A LOT about her. Not only do you discover if she has your sense of humor, comedians bring up all kinds of great topics (politics, gender roles, race, religion, etc.) and with a little observation you can glean all kinds of useful information about her by how she reacts to the different jokes.

Another cheap date would be shooting pool, darts, or game place like gameworks or dave and busters.  These places can break the ice allowing you two to freely open up and see how real behaviors occur.

So basically, it's a cheap date that will help you decide whether or not she's a keeper. If she is you will have shown her what a fun guy you are to be with. If not, at least you had a good time.